0.06Open0.06Pre Close0 Volume11 Open Interest20.00Strike Price0.00Turnover117.66%IV45.82%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0140Delta0.0032Gamma613.33Leverage Ratio-0.0080Theta-0.0003Rho-8.59Eff Leverage0.0033Vega